RiskMate  is designed to manage complex financial routines in an environment with low tolerance to risk and high sensitivity to costs. Advanced analytics, convexity, mark to market using NPV method, sensitivity analysis for the portfolio valuation using various curve shifts, integration to Swift, FA 133 accounting standards are some of the important features of the solution.

Advantages

Seamlessly integrated front to back office money market treasury software. Supporting fixed interest (including SLR securities) and equity products. State of art Risk Management methods for treasury. Provides curve building whereby user can prepare his own interest rate forecasts whenever required. Allows user to define various back office portfolios and define the trade accounting method as per the portfolio. Supports government as well as corporate bonds. Provides ALM (Asset Liability Management) tools, branch, region and bank wise. Enhances the credit risk measurement capability by providing Credit Rating Model based on the Altman's Z Score. Integrated analysis of retail banking and treasury data, thus providing a complete picture.

Features

Positions: Parameterized trade accounting methods (LIFO, FIFO, MAX-LOSS, MAX-PROFIT, ADHOC, weighted AVG) Yield Curves: highly sophisticated methods of yield curve building using least square regression /bootstrapping methods for the curve preparation and Bradley Crain, Nelson-Siegel fits. Dynamic portfolio definition for risk analysis. Portfolio transfer method using book / market or holding cost as a base of transfer. Advanced analytics like duration, convexity, mark to market using NPV method Sensitivity analysis for portfolio valuation using various curve shifts. Bank profitability analysis using net interest income and market value of equity. Completely parameterized accounting system for the treasury whereby user can define his own criteria and accounting rules. More than 200 reports built in. More can be developed as per requirements.